The 18650 batteries are NOT included in the package due to global logistics complexity for lithium batteries
The battery holder is compatible with various 18650 battery sizes: Φ18±0.5mm diameter, 65-69mm length.
The battery module has "Short Circuit and Reverse Polarity Protection" features, but you are still advised to purchase the batteries from a reliable distributor and install them correctly.
18650 batteries are commonly used in vaping devices and may be available at local retail stores that carry such equipment. Beware of counterfeit and/or poorly made batteries when ordering online. It is best to stick with reputable brands.
There is an extensive thread discussing 18650 batteries on the Clockwork Forums.